2 papers
cs.LG2026
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
Antoine Heranval, Olivier Lopez, Didier Ngatcha +1
According to the United Nations Office for Disaster Risk Reduction (2025), the average annual cost of natural catastrophes increased from 70--80 billion USD between 1970 and 2000 t…
math.ST2024
Tree-based conditional copula estimation
Francesco Bonacina, Olivier Lopez, Maud Thomas
This paper proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a si…